+58.8%
XRT vs PTC
+29.1%
+29.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.7% | +0.5% | +1.3% | +1.6% |
| 30D | +7.5% | +1.2% | +6.3% | +7.2% |
| 3M | +2.2% | +27.4% | -25.2% | -3.3% |
| 6M | +14.7% | +39.2% | -24.5% | +5.2% |
| YTD | +7.5% | +12.5% | -5.0% | +6.3% |
| 1Y | +14.1% | +12.3% | +1.8% | +12.8% |
| 3Y | +58.8% | +28.8% | +29.9% | +27.8% |
| All | +58.8% | +29.1% | +29.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling